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Questions and Answers
Which linear model selection method involves fitting a separate least squares regression for every possible combination of features?
Which linear model selection method involves fitting a separate least squares regression for every possible combination of features?
- Best subset selection (correct)
- Stepwise selection
- Shrinkage
- Subset selection
What is a disadvantage of the Best Subset selection method?
What is a disadvantage of the Best Subset selection method?
- Not always providing the best model (correct)
- Results in reduced model variance
- Guaranteed to find the absolute best model
- Easy to understand but computationally intense
Which linear model selection method starts with no feature and adds one at a time until all are included?
Which linear model selection method starts with no feature and adds one at a time until all are included?
- Backward selection
- Shrinkage
- Forward selection (correct)
- Subset selection
What is a drawback of the Forward selection method?
What is a drawback of the Forward selection method?
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Which linear model selection method starts with all features and removes one at a time until no feature remains?
Which linear model selection method starts with all features and removes one at a time until no feature remains?
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What is a limitation of the Backward selection method?
What is a limitation of the Backward selection method?
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